+23.6%
VRT vs TE
-49.1%
+72.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.0% | -0.6% | -2.9% |
| 7D | +10.5% | -19.1% | +29.6% | +15.5% |
| 30D | -9.3% | -34.1% | +24.8% | -1.1% |
| 3M | -29.6% | -60.1% | +30.5% | -16.0% |
| 6M | -45.4% | -66.0% | +20.6% | -33.1% |
| YTD | +24.8% | -71.4% | +96.2% | +51.1% |
| 1Y | +23.6% | -45.3% | +68.9% | +29.5% |
| All | +23.6% | -49.1% | +72.7% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling